About

Nawaf Bou-Rabee
Associate Professor of Mathematics
nawaf.bourabee@rutgers.edu

Papers and Preprints

Cayley Splitting for Second-Order Langevin Stochastic Partial Differential Equations,
arXiv:1707.05603 [math.PR].
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SPECTRWM: Spectral Random Walk Method for the Numerical Solution of Stochastic Partial Differential Equations,
arXiv:1608.00885 [math.PR], To appear in SIAM Review.
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Randomized Hamiltonian Monte Carlo,
with J. M. Sanz-Serna,
Ann. Appl. Probab., Vol. 27, No. 4, pp. 2159--2194, 2017.
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Continuous Time Random Walks for the Numerical Solution of Stochastic Differential Equations,
with E. Vanden-Eijnden,
arXiv:1502.05034 [math.PR], To appear in Memoirs of the American Mathematical Society.
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Metropolis Integration Schemes for Self-Adjoint Diffusions,
with A. Donev and E. Vanden-Eijnden,
Multiscale Modeling & Simulation, Vol. 12, No. 2, pp. 781-831, 2014.
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Time Integrators for Molecular Dynamics,
Entropy, 16, 138-162, 2014.
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Non-asymptotic mixing of the MALA algorithm,
with M. Hairer,
IMA J Numer Anal, 33, 80-110, 2013.
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A patch that imparts unconditional stability to explicit integrators for Langevin-like equations,
with E. Vanden-Eijnden,
J Comput Phys, 231, 2565-2580, 2012.
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Pathwise accuracy and ergodicity of Metropolized integrators for SDEs,
with E. Vanden-Eijnden,
Commun Pure Appl Math, 63, 655-696, 2010.
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Long-run accuracy of variational integrators in the stochastic context,
with H. Owhadi,
SIAM J of Numer Anal, 48, 278-297, 2010.
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A Comparison of GHMC with and without Momentum Flips,
with E. Akhmatskaya and S. Reich,
J Comput Phys, 228, 2256 - 2265, 2009.
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Stochastic variational integrators,
with H. Owhadi,
IMA J of Numer Anal, 2, 421-443, 2009.
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Hamilton-Pontryagin integrators on Lie groups,
with J. E. Marsden,
Found Comput Math, 9, 197-219, 2009.
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Research Support

I would like to gratefully acknowledge the extensive support I have received from Rutgers University and the National Science Foundation.